+302.4%
MXL vs DKS
+206.3%
+96.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.4% | +5.2% | +6.7% |
| 7D | +18.9% | -2.0% | +20.9% | +19.6% |
| 30D | +0.3% | -32.7% | +33.1% | +12.3% |
| 3M | -8.0% | -38.8% | +30.8% | +5.0% |
| 6M | +341.2% | -29.4% | +370.7% | +373.5% |
| YTD | +327.8% | -30.3% | +358.1% | +362.2% |
| 1Y | +364.9% | -39.6% | +404.5% | +432.7% |
| 3Y | +229.2% | +32.2% | +197.0% | +171.8% |
| 5Y | +42.8% | +15.1% | +27.7% | +17.2% |
| All | +302.4% | +206.3% | +96.1% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling